包括COVID-19在内的危机时期商品市场极端风险溢出建模
Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19
Annals of Operations Research · 2022
被引 109 · 同刊同年前 4%
ABS 3
- Najaf Iqbal
- Elie Bouri 通讯
- Oksana Grebinevych
- David Roubaud
金融经济学计量经济学商品市场风险管理极端事件